How do I use world properties in blender?
Most of these things would be in various tabs in the properties editor on the right hand side of the default UI, but as @Gorgious said, zenith and horizon are not currently in Blender. I checked, and these are from Blender Internal Render, which was discontinued in 2.80 release. I’ve included locations for Blender 2.79b, the last release with the Blender Internal Render engine.

Mist. Visual effect. Makes distant objects more and more transparent to the world background. It seems you are expected to composit this in yourself nowadays, and you can enable it for compositing in Properties editor -&gt; View Layer Properties tab -&gt; Passes panel -&gt; Data sub panel. It will then show up as a Render Layer node output for this layer in the compositor. In Blender 2.79b with Blender Internal Render enabled, you can also enable readymade mist in Properties editor -&gt; World tab -&gt; Mist panel.
Horizon and Zenith. Archaic settings of the Blender Internal render engine, which was no longer used with the 2.80 release. In 2.79b with Blender Internal Render enabled, you can find these settings in Properties editor -&gt; World tab -&gt; World panel. Note that “Zenith color” will be unavailable unless “Blend sky” right above it is checked.
Cycles. A render engine. Comes packed with blender as an add-on and enabled by default, but not selected for use (you bought the screwdriver and it’s in your working tool bag, but it’s not in your hand yet). The render engine that is selected by default is EEVEE, which provides pretty decent fakes of physical accuracy for quick rendering. Cycles provides high-accuracy photorealistic ray-traced renders and hopes for an NVidia GPU to do its high-spec work. You can currently change the selected render engine in Properties editor -&gt; Render Properties. It’s at the top. In Blender 2.79b, you can change the selected render engine in Info editor. In the default 2.79b UI, this is at the top of the window.